+562.5%
LITE vs WWD
+187.3%
+375.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.1% |
| 7D | +10.8% | +4.0% | +6.8% | +8.2% |
| 30D | -33.4% | +0.4% | -33.8% | -33.2% |
| 3M | -32.2% | -7.9% | -24.3% | -27.8% |
| 6M | -42.1% | -10.6% | -31.5% | -38.3% |
| YTD | +61.9% | +9.4% | +52.5% | +51.7% |
| 1Y | +163.0% | +25.7% | +137.2% | +123.2% |
| 3Y | +1,358.0% | +148.5% | +1,209.5% | +755.5% |
| All | +562.5% | +187.3% | +375.2% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling